It's down a small alley, so find your way into Oxford, then, being on the opposite side of the High Street from the
Covered Market, have a look down some alleys (there's an awful lot of these little alleys).

There's a sign outside the alley, so you don't have to go all the way in.
If you're really early, nip downstairs, or grab a bite to eat from any number of different eateries nearby.